For those that don't know, I have found out how the Dragonborns adventure begins. This article contains a heap of background information on the story (no spoilers)
Wall of Alduin: http://media1.gameinformer.com/images/site/pages/esv/index.html?es=5#
To find this quote, you will need to read the last sentence of the very right part of the wall.
It states that "As Skyrim begins, a lone prisoner begins to learn that he may hold a similar power..."
Podcast:
http://www.gameinformer.com/b/podcasts/archive/2011/02/03/toddhowardse.aspx - Todd Howard confirms it here.
For anyone too lazy to listen to the podcast (like me), here is a summary of the podcast.
http://theelderscrollsskyrim.com/bethesdas-todd-howard-podcast-interview/